+106.2%
BP vs PEG
+41.8%
+64.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -6.3% | +2.6% | -8.9% | -6.9% |
| 30D | -3.6% | +3.3% | -6.9% | -4.4% |
| 3M | +5.2% | +1.1% | +4.2% | +4.9% |
| 6M | +5.3% | -1.4% | +6.8% | +5.4% |
| YTD | +33.1% | -4.6% | +37.7% | +34.0% |
| 1Y | +26.3% | -7.2% | +33.5% | +28.0% |
| 3Y | +47.5% | +33.7% | +13.8% | +32.6% |
| 5Y | +106.2% | +40.8% | +65.3% | +74.0% |
| All | +106.2% | +41.8% | +64.4% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling